Downloaded the file according to your instructions. Using STRG+N, pasting the playlist link (for example https://de.pornhub.com/playlist/16780472) and hitting play unfortunately does nothing. Links for single videos work, but thats sadly it.

BTW are you sure that C:\Users\(your username)\AppData\Roaming\vlc\lua\playlist\ is correct? While I had to create \lua and \playlist\ manually, there already exists the folder C:\Program Files\VideoLAN\VLC\lua\playlist, could that maybe the correct one?